Start a simple session with make ghci.
This loads the module Graphics.Gnuplot.Simple
which is ready for use in GHCi.
It does not address all fancy gnuplot features
in order to stay simple.
For more sophisticated plots,
especially batch generated graphics,
I recommend Graphics.Gnuplot.Advanced.
This module contains also an overview
of the hierarchy of objects.

Examples for using this interface can be found in the Demo module.
In order to compile this and install an example data file,
use the Cabal flag buildExamples:

$ cabal install -fbuildExamples gnuplot

With the Cabal flags executePipe and executeShell
you can switch to more convenient
but probably less portable ways
of feeding gnuplot with a script.